+115.0%
UMC vs TT
-6.5%
+121.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.1% |
| 7D | -14.7% | -8.5% | -6.2% | -10.3% |
| 30D | -32.9% | -12.8% | -20.1% | -27.5% |
| 3M | -22.2% | -12.9% | -9.3% | -16.2% |
| 6M | +25.9% | -15.2% | +41.1% | +37.5% |
| YTD | +107.9% | +6.2% | +101.7% | +137.8% |
| 1Y | +115.0% | -4.5% | +119.6% | +151.3% |
| All | +115.0% | -6.5% | +121.5% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling